E-mini S&P 500 Future March 2016


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 1,964.75 1,953.50 -11.25 -0.6% 1,905.50
High 1,973.75 1,982.50 8.75 0.4% 1,935.00
Low 1,954.25 1,952.50 -1.75 -0.1% 1,853.00
Close 1,960.25 1,979.00 18.75 1.0% 1,934.75
Range 19.50 30.00 10.50 53.8% 82.00
ATR 39.51 38.83 -0.68 -1.7% 0.00
Volume 10,551 5,615 -4,936 -46.8% 34,958
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,061.25 2,050.25 1,995.50
R3 2,031.25 2,020.25 1,987.25
R2 2,001.25 2,001.25 1,984.50
R1 1,990.25 1,990.25 1,981.75 1,995.75
PP 1,971.25 1,971.25 1,971.25 1,974.00
S1 1,960.25 1,960.25 1,976.25 1,965.75
S2 1,941.25 1,941.25 1,973.50
S3 1,911.25 1,930.25 1,970.75
S4 1,881.25 1,900.25 1,962.50
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 2,153.50 2,126.25 1,979.75
R3 2,071.50 2,044.25 1,957.25
R2 1,989.50 1,989.50 1,949.75
R1 1,962.25 1,962.25 1,942.25 1,976.00
PP 1,907.50 1,907.50 1,907.50 1,914.50
S1 1,880.25 1,880.25 1,927.25 1,894.00
S2 1,825.50 1,825.50 1,919.75
S3 1,743.50 1,798.25 1,912.25
S4 1,661.50 1,716.25 1,889.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,982.50 1,874.75 107.75 5.4% 38.25 1.9% 97% True False 6,515
10 1,982.50 1,853.00 129.50 6.5% 39.75 2.0% 97% True False 6,375
20 2,004.50 1,853.00 151.50 7.7% 37.00 1.9% 83% False False 4,097
40 2,089.50 1,819.25 270.25 13.7% 41.75 2.1% 59% False False 2,363
60 2,111.25 1,819.25 292.00 14.8% 33.75 1.7% 55% False False 1,628
80 2,111.25 1,819.25 292.00 14.8% 30.75 1.6% 55% False False 1,250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,110.00
2.618 2,061.00
1.618 2,031.00
1.000 2,012.50
0.618 2,001.00
HIGH 1,982.50
0.618 1,971.00
0.500 1,967.50
0.382 1,964.00
LOW 1,952.50
0.618 1,934.00
1.000 1,922.50
1.618 1,904.00
2.618 1,874.00
4.250 1,825.00
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 1,975.25 1,971.25
PP 1,971.25 1,963.50
S1 1,967.50 1,955.75

These figures are updated between 7pm and 10pm EST after a trading day.

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